An edition of Practical readings in financial derivatives
(1998)
Practical readings in financial derivatives
by Robert W. Kolb
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Derivative securities| Edition | Availability |
|---|---|
1
Practical readings in financial derivatives
1998, Blackwell Business
in English
1577180844 9781577180845
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Book Details
Table of Contents
Machine generated contents note: : I Instruments and Pricing ; Introduction A Futures and Forwards
Di 1 Determining the Relevant Fair Value(s) of S&P 500 Futures:
A Case Study Approach
Ira G. Kawaller
Cash-and-carry Trading and the Pricing of Treasury Bill Futures
Ira G. Kawaller and Timothy W. Koch Options
How to Use the Holes in Black-Scholes
Fischer Black Swaps
eyond Plain Vanilla: A Taxonomy of Swaps
Peter A. Abken
Pricing of Interest Rate Swaps
John F. Marshall and Kenneth R. Kapner -"
Yer-the-counter Interest Rate Derivatives
l toi Kuprianov -dependent Options
im C. Hunter and David W. Stowe
depen t Options: Valuation and Applications
C. Hunter and David W. Stowe II Risk Management Applications Introduction A Overview
10 Managing Financial Risk
Clifford W. Smith, Jr., Charles W. Smithson,
and D. Sykes Wilford B Debt Markets
11 Improving Hedging Performance Using Interest Rate Futures
Robert W. Kolb and Raymond Chiang
12 Immunizing Bond Portfolios with Interest Rate Futures
Robert W. Kolb and Gerald D. Gay
13 Interest Rate Swaps versus Eurodollar Strips
Ira G. Kawaller C Equity Markets
14 The Mechanics of Portfolio Insurance
Thomas J. O'Brien
15 Alternative Paths to Portfolio Insurance
Mark Rubinstein
16 The October Crash: Some Evidence on the Cascade Theory
G. J. Santoni
17 Portfolio Insurance and the Market Crash
Mark Rubinstein D Over-the-counter Markets
18 The Role of Interest Rate Swaps in Corporate Finance
Anatoli Kuprianov
19 A Tale of Two Bond Swaps
Andrew Kalotay and Bruce Tuckman
20 Over-the-counter Financial Derivatives: Risky Business?
Peter A. Abken Sources.
Edition Notes
Includes bibliographical references.
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| April 3, 2019 | Created by MARC Bot | import existing book |